Fixed income modelling
Munk, Claus.
Fixed income modelling [electronic resource] / Claus Munk. - Oxford : Oxford University Press, 2011. - 1 online resource (xvi, 556 p.) : ill.
Includes bibliographical references and index.
A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.
9780191728648 (ebook) : No price
Fixed-income securities--Econometric models.
HG4650
332.632044
Fixed income modelling [electronic resource] / Claus Munk. - Oxford : Oxford University Press, 2011. - 1 online resource (xvi, 556 p.) : ill.
Includes bibliographical references and index.
A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.
9780191728648 (ebook) : No price
Fixed-income securities--Econometric models.
HG4650
332.632044